V. E. Bening, “An estimate of the distribution of the unknown parameters with a random number of independent observations”, Vestnik TVGU. Ser. Prikl. Matem. [Herald of Tver State University. Ser. Appl. Math.], 2017, Issue 3,Pages <nobr>5

This article is cited in 4 papers

Theory of Probability and Mathematical Statistics

An estimate of the distribution of the unknown parameters with a random number of independent observations

V. E. Bening^ab

^a Lomonosov Moscow State University, Moscow
^b Institute of Informatics Problems of the Russian Academy of Sciences, Moscow

Abstract: In the paper general theorem concerning the asymptotic expansions of quantiles of distribution functions of statistics based on the sample with random size is proved. Two examples (sums of independent random variables and three-point symmetric distribution) are presented.

Keywords: quantile, sample of random size, asymptotic expansions, three-point symmetric distribution, transfer theorem.

UDC: 519.2

Received: 23.06.2017
Revised: 25.07.2017

DOI: 10.26456/vtpmk175